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- W71521011 abstract "We present an algorithm for approximate solutions to certain nonlinear model equations from financial mathematics, using kernels techniques (fundamental solution, Green's function) for the linear Black-Scholes operator as a basis of the computation. Numerical experiments for comparison the accuracy of the algorithms with other known numerical schemes are discussed. Finally, observations are given." @default.
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- W71521011 date "2012-01-01" @default.
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- W71521011 title "A Kernel-Based Algorithm for Numerical Solution of Nonlinear PDEs in Finance" @default.
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- W71521011 doi "https://doi.org/10.1007/978-3-642-29843-1_64" @default.
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